milesdeutscher/garchmethod

Video prompt.

125Stars on the repository
3Mods indexed here, across every type
1mo agoLast push, which is what freshness is scored on
MITLicence, which decides whether bodies are shown

garchmethod

02

milesdeutscher/garchmethod

Plugin Claude Code

Volatility forecasting + position sizing via walk-forward GARCH(1,1). Answers 'how much' — never 'which way'. Vol forecasts, storm/calm regimes, vol-targeted sizing, and an honest fixed-vs-vol-targeted backtest harness for any strategy.

125 1mo ago A tokens not measured original MIT